+143.0%
AXON vs ECL
+57.4%
+85.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -14.2% | -2.6% | -11.6% | -13.1% |
| 30D | -15.4% | -2.2% | -13.2% | -14.4% |
| 3M | +0.5% | +10.1% | -9.6% | -3.3% |
| 6M | -9.5% | -5.7% | -3.8% | -6.9% |
| YTD | -9.2% | +7.0% | -16.2% | -12.5% |
| 1Y | -29.4% | +2.7% | -32.0% | -30.9% |
| All | +143.0% | +57.4% | +85.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling